NYMEX Light Sweet Crude Oil Future May 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
61.28 |
57.40 |
-3.88 |
-6.3% |
65.56 |
| High |
61.35 |
61.34 |
-0.01 |
0.0% |
66.44 |
| Low |
57.25 |
57.29 |
0.04 |
0.1% |
58.28 |
| Close |
57.76 |
61.18 |
3.42 |
5.9% |
61.44 |
| Range |
4.10 |
4.05 |
-0.05 |
-1.2% |
8.16 |
| ATR |
2.45 |
2.56 |
0.11 |
4.7% |
0.00 |
| Volume |
712,317 |
566,291 |
-146,026 |
-20.5% |
2,160,650 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.09 |
70.68 |
63.41 |
|
| R3 |
68.04 |
66.63 |
62.29 |
|
| R2 |
63.99 |
63.99 |
61.92 |
|
| R1 |
62.58 |
62.58 |
61.55 |
63.29 |
| PP |
59.94 |
59.94 |
59.94 |
60.29 |
| S1 |
58.53 |
58.53 |
60.81 |
59.24 |
| S2 |
55.89 |
55.89 |
60.44 |
|
| S3 |
51.84 |
54.48 |
60.07 |
|
| S4 |
47.79 |
50.43 |
58.95 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.53 |
82.15 |
65.93 |
|
| R3 |
78.37 |
73.99 |
63.68 |
|
| R2 |
70.21 |
70.21 |
62.94 |
|
| R1 |
65.83 |
65.83 |
62.19 |
63.94 |
| PP |
62.05 |
62.05 |
62.05 |
61.11 |
| S1 |
57.67 |
57.67 |
60.69 |
55.78 |
| S2 |
53.89 |
53.89 |
59.94 |
|
| S3 |
45.73 |
49.51 |
59.20 |
|
| S4 |
37.57 |
41.35 |
56.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
64.88 |
57.25 |
7.63 |
12.5% |
3.85 |
6.3% |
52% |
False |
False |
627,148 |
| 10 |
66.44 |
57.25 |
9.19 |
15.0% |
2.73 |
4.5% |
43% |
False |
False |
422,762 |
| 20 |
67.79 |
57.25 |
10.54 |
17.2% |
2.61 |
4.3% |
37% |
False |
False |
308,710 |
| 40 |
67.79 |
51.37 |
16.42 |
26.8% |
2.13 |
3.5% |
60% |
False |
False |
218,514 |
| 60 |
67.79 |
47.50 |
20.29 |
33.2% |
1.85 |
3.0% |
67% |
False |
False |
161,968 |
| 80 |
67.79 |
44.49 |
23.30 |
38.1% |
1.71 |
2.8% |
72% |
False |
False |
127,072 |
| 100 |
67.79 |
36.00 |
31.79 |
52.0% |
1.67 |
2.7% |
79% |
False |
False |
105,604 |
| 120 |
67.79 |
36.00 |
31.79 |
52.0% |
1.61 |
2.6% |
79% |
False |
False |
89,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.55 |
|
2.618 |
71.94 |
|
1.618 |
67.89 |
|
1.000 |
65.39 |
|
0.618 |
63.84 |
|
HIGH |
61.34 |
|
0.618 |
59.79 |
|
0.500 |
59.32 |
|
0.382 |
58.84 |
|
LOW |
57.29 |
|
0.618 |
54.79 |
|
1.000 |
53.24 |
|
1.618 |
50.74 |
|
2.618 |
46.69 |
|
4.250 |
40.08 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
60.56 |
60.67 |
| PP |
59.94 |
60.16 |
| S1 |
59.32 |
59.65 |
|